-23.8%
PFE vs RSG
+99.6%
-123.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | +0.3% | +12.7% | -12.4% | -2.9% |
| 3M | +9.4% | +17.9% | -8.6% | +4.5% |
| 6M | +14.9% | +25.0% | -10.1% | +7.9% |
| YTD | +23.8% | +20.8% | +3.0% | +17.2% |
| 1Y | +19.5% | +24.3% | -4.8% | +12.2% |
| 3Y | +21.0% | +65.3% | -44.2% | +3.4% |
| All | -23.8% | +99.6% | -123.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling